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refactor: 3.10

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This commit is contained in:
Toh4iem9
2026-08-22 18:07:19 +02:00
parent c15d0afc3b
commit eb597ba0df
1 changed files with 55 additions and 48 deletions
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Include/MyIncludes/PivotPoint_Calculator.mqh
+55 -48
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@@ -1,9 +1,10 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| PivotPoint_Calculator.mqh | //| PivotPoint_Calculator.mqh |
//| Engine for calculating various Pivot Point types. | //| Engine for calculating various Pivot Point types. |
//| Copyright 2026, xxxxxxxx | //| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10"
enum ENUM_PIVOT_TYPE enum ENUM_PIVOT_TYPE
{ {
@@ -25,6 +26,7 @@ struct PivotLevels
double PP; double PP;
double R1, R2, R3; double R1, R2, R3;
double S1, S2, S3; double S1, S2, S3;
datetime period_start;
}; };
//+==================================================================+ //+==================================================================+
@@ -36,7 +38,7 @@ protected:
ENUM_PIVOT_TYPE m_type; ENUM_PIVOT_TYPE m_type;
ENUM_PIVOT_SOURCE m_source; ENUM_PIVOT_SOURCE m_source;
// Cache for optimization // Cache for O(1) performance
datetime m_last_calc_time; datetime m_last_calc_time;
PivotLevels m_last_levels; PivotLevels m_last_levels;
@@ -55,6 +57,7 @@ bool CPivotPointCalculator::Init(ENUM_PIVOT_TYPE type, ENUM_PIVOT_SOURCE source)
{ {
m_type = type; m_type = type;
m_source = source; m_source = source;
m_last_calc_time = 0;
return true; return true;
} }
@@ -63,66 +66,69 @@ bool CPivotPointCalculator::Init(ENUM_PIVOT_TYPE type, ENUM_PIVOT_SOURCE source)
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAMES tf, PivotLevels &out_levels) bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAMES tf, PivotLevels &out_levels)
{ {
// 1. Identify the start time of the HTF bar containing current_time int current_bar_shift = iBarShift(_Symbol, tf, current_time, false);
datetime htf_time = iTime(_Symbol, tf, iBarShift(_Symbol, tf, current_time)); if(current_bar_shift < 0)
return false;
// Optimization: If we already calculated for this HTF bar, return cached datetime htf_time = iTime(_Symbol, tf, current_bar_shift);
if(htf_time == 0)
return false;
// Optimization: Return cached result if same HTF bar
if(htf_time == m_last_calc_time && m_last_calc_time != 0) if(htf_time == m_last_calc_time && m_last_calc_time != 0)
{ {
out_levels = m_last_levels; out_levels = m_last_levels;
return true; return true;
} }
// 2. We need the PREVIOUS completed HTF bar data // Fetch completed previous HTF bar data
int htf_index = iBarShift(_Symbol, tf, current_time) + 1; int htf_index = current_bar_shift + 1;
double O, H, L, C;
double o_arr[1], h_arr[1], l_arr[1], c_arr[1]; double o_arr[1], h_arr[1], l_arr[1], c_arr[1];
if(CopyOpen(_Symbol, tf, htf_index, 1, o_arr)<=0 || if(CopyOpen(_Symbol, tf, htf_index, 1, o_arr) <= 0 ||
CopyHigh(_Symbol, tf, htf_index, 1, h_arr)<=0 || CopyHigh(_Symbol, tf, htf_index, 1, h_arr) <= 0 ||
CopyLow(_Symbol, tf, htf_index, 1, l_arr)<=0 || CopyLow(_Symbol, tf, htf_index, 1, l_arr) <= 0 ||
CopyClose(_Symbol, tf, htf_index, 1, c_arr)<=0) CopyClose(_Symbol, tf, htf_index, 1, c_arr) <= 0)
return false; return false;
O = o_arr[0]; double O = o_arr[0];
H = h_arr[0]; double H = h_arr[0];
L = l_arr[0]; double L = l_arr[0];
C = c_arr[0]; double C = c_arr[0];
// Heikin Ashi Transformation if requested // Heikin Ashi Transformation
if(m_source == PIVOT_SRC_HEIKIN_ASHI) if(m_source == PIVOT_SRC_HEIKIN_ASHI)
{ {
double ha_close = (O + H + L + C) / 4.0; double ha_close = (O + H + L + C) / 4.0;
double po_arr[1], pc_arr[1]; double po_arr[1], pc_arr[1];
CopyOpen(_Symbol, tf, htf_index+1, 1, po_arr); if(CopyOpen(_Symbol, tf, htf_index + 1, 1, po_arr) > 0 &&
CopyClose(_Symbol, tf, htf_index+1, 1, pc_arr); CopyClose(_Symbol, tf, htf_index + 1, 1, pc_arr) > 0)
double ha_open = (po_arr[0] + pc_arr[0]) / 2.0; {
double ha_open = (po_arr[0] + pc_arr[0]) / 2.0;
double ha_high = MathMax(H, MathMax(ha_open, ha_close));
double ha_low = MathMin(L, MathMin(ha_open, ha_close));
double ha_high = MathMax(H, MathMax(ha_open, ha_close)); O = ha_open;
double ha_low = MathMin(L, MathMin(ha_open, ha_close)); H = ha_high;
L = ha_low;
O = ha_open; C = ha_close;
H = ha_high; }
L = ha_low;
C = ha_close;
} }
// 3. Calculate Formulas
double range = H - L; double range = H - L;
switch(m_type) switch(m_type)
{ {
case PIVOT_CLASSIC: case PIVOT_CLASSIC:
out_levels.PP = (H + L + C) / 3.0; out_levels.PP = (H + L + C) / 3.0;
out_levels.R1 = 2 * out_levels.PP - L; out_levels.R1 = 2.0 * out_levels.PP - L;
out_levels.S1 = 2 * out_levels.PP - H; out_levels.S1 = 2.0 * out_levels.PP - H;
out_levels.R2 = out_levels.PP + range; out_levels.R2 = out_levels.PP + range;
out_levels.S2 = out_levels.PP - range; out_levels.S2 = out_levels.PP - range;
out_levels.R3 = H + 2 * (out_levels.PP - L); out_levels.R3 = H + 2.0 * (out_levels.PP - L);
out_levels.S3 = L - 2 * (H - out_levels.PP); out_levels.S3 = L - 2.0 * (H - out_levels.PP);
break; break;
case PIVOT_FIBONACCI: case PIVOT_FIBONACCI:
@@ -136,13 +142,13 @@ bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAM
break; break;
case PIVOT_WOODIE: case PIVOT_WOODIE:
out_levels.PP = (H + L + 2 * C) / 4.0; out_levels.PP = (H + L + 2.0 * C) / 4.0;
out_levels.R1 = 2 * out_levels.PP - L; out_levels.R1 = 2.0 * out_levels.PP - L;
out_levels.S1 = 2 * out_levels.PP - H; out_levels.S1 = 2.0 * out_levels.PP - H;
out_levels.R2 = out_levels.PP + range; out_levels.R2 = out_levels.PP + range;
out_levels.S2 = out_levels.PP - range; out_levels.S2 = out_levels.PP - range;
out_levels.R3 = H + 2 * (out_levels.PP - L); out_levels.R3 = H + 2.0 * (out_levels.PP - L);
out_levels.S3 = L - 2 * (H - out_levels.PP); out_levels.S3 = L - 2.0 * (H - out_levels.PP);
break; break;
case PIVOT_CAMARILLA: case PIVOT_CAMARILLA:
@@ -159,29 +165,30 @@ bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAM
{ {
double X; double X;
if(C < O) if(C < O)
X = H + 2 * L + C; X = H + 2.0 * L + C;
else else
if(C > O) if(C > O)
X = 2 * H + L + C; X = 2.0 * H + L + C;
else else
X = H + L + 2 * C; X = H + L + 2.0 * C;
out_levels.PP = X / 4.0; out_levels.PP = X / 4.0;
out_levels.R1 = X / 2.0 - L; out_levels.R1 = X / 2.0 - L;
out_levels.S1 = X / 2.0 - H; out_levels.S1 = X / 2.0 - H;
out_levels.R2 = 0; out_levels.R2 = EMPTY_VALUE;
out_levels.S2 = 0; out_levels.S2 = EMPTY_VALUE;
out_levels.R3 = 0; out_levels.R3 = EMPTY_VALUE;
out_levels.S3 = 0; out_levels.S3 = EMPTY_VALUE;
break; break;
} }
} }
// Update Cache out_levels.period_start = htf_time;
// Store Cache
m_last_calc_time = htf_time; m_last_calc_time = htf_time;
m_last_levels = out_levels; m_last_levels = out_levels;
return true; return true;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+